MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,238
COMMITMENTS
2,220 1,167 5,270 19,064 20,408 26,554 26,844 5,685 5,394
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -5,155)
-795 -786 -536 -3,070 -3,383 -4,401 -4,704 -754 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.6 16.3 59.1 63.3 82.4 83.3 17.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
25 5 20 31 29 62 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,035
COMMITMENTS
69,260 18,542 65,874 93,135 127,705 228,270 212,122 24,765 40,913
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -20,590)
-11,542 1,530 -4,719 -1,387 -13,960 -17,648 -17,149 -2,943 -3,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 7.3 26.0 36.8 50.5 90.2 83.8 9.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
95 74 112 51 65 220 193
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 392,882
COMMITMENTS
143,203 10,592 89,464 133,179 220,758 365,847 320,815 27,035 72,067
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -42,459)
-8,883 -1,697 -24,090 -7,174 -14,441 -40,147 -40,228 -2,311 -2,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 2.7 22.8 33.9 56.2 93.1 81.7 6.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
168 37 110 109 188 315 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,716
COMMITMENTS
3,791 2,904 1,205 2,725 3,862 7,722 7,971 1,994 1,745
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 78)
-212 -7 107 269 21 165 122 -87 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 29.9 12.4 28.0 39.7 79.5 82.0 20.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 25 17 24 31 66 67
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,650
COMMITMENTS
11,083 5,446 7,070 10,631 6,071 28,784 18,586 5,866 16,063
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,075)
693 27 -1,763 -1,026 79 -2,096 -1,657 21 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 15.7 20.4 30.7 17.5 83.1 53.6 16.9 46.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
32 35 37 39 39 91 94
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,528
COMMITMENTS
4,974 20 602 24,167 36,762 29,743 37,384 7,785 144
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 1,358)
2,633 -750 0 -1,225 2,552 1,408 1,802 -50 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.1 1.6 64.4 98.0 79.3 99.6 20.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 11 13 16 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 138,175
COMMITMENTS
61,991 22,524 7,199 26,201 91,209 95,391 120,933 42,784 17,242
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 22,939)
19,287 6,759 1,282 2,405 13,008 22,975 21,050 -36 1,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 16.3 5.2 19.0 66.0 69.0 87.5 31.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
43 19 23 23 32 80 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,657
COMMITMENTS
30,929 10,039 2,514 9,539 40,469 42,982 53,022 20,675 10,634
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 4,960)
3,996 1,554 657 350 2,849 5,003 5,059 -43 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 15.8 3.9 15.0 63.6 67.5 83.3 32.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
24 9 7 12 19 38 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 139,575
COMMITMENTS
106,169 20,405 0 26,893 117,470 133,062 137,875 6,513 1,700
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 15,994)
16,857 -2,316 -2 -642 18,430 16,213 16,112 -219 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 14.6 0.0 19.3 84.2 95.3 98.8 4.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
52 16 0 15 25 67 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 98,680
COMMITMENTS
37,051 28,151 5,541 29,356 44,344 71,948 78,036 26,731 20,644
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 10,148)
10,242 -640 488 -636 12,430 10,094 12,278 54 -2,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 28.5 5.6 29.7 44.9 72.9 79.1 27.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 27 18 21 30 59 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 160,538
COMMITMENTS
66,848 20,048 7,998 53,107 100,389 127,953 128,435 32,585 32,103
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 26,950)
21,585 1,717 1,379 933 19,410 23,897 22,506 3,053 4,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 12.5 5.0 33.1 62.5 79.7 80.0 20.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
41 36 26 27 32 81 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 295,326
COMMITMENTS
65,271 27,830 64,398 101,722 140,680 231,391 232,908 63,935 62,418
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 26,494)
-1,840 -11,830 14,451 11,145 19,401 23,756 22,023 2,737 4,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 9.4 21.8 34.4 47.6 78.4 78.9 21.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
56 64 62 37 47 128 138
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,042
COMMITMENTS
21,339 5,005 0 881 19,451 22,220 24,456 3,822 1,586
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 77)
-265 671 0 240 -664 -25 7 102 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.9 19.2 0.0 3.4 74.7 85.3 93.9 14.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 0 6 13 19 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,812,918
COMMITMENTS
1594661 226,205 4698382 5526529 6891305 11819571 11815891 993,347 997,026
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 204,257)
25,564 -12,448 66,671 58,876 120,282 151,111 174,505 53,146 29,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.8 36.7 43.1 53.8 92.2 92.2 7.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
79 50 107 132 138 257 252
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 962,285
COMMITMENTS
74,827 77,896 81,074 659,503 685,311 815,403 844,280 146,882 118,005
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 31,272)
12,278 1,125 11,293 669 20,857 24,241 33,275 7,032 -2,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 8.1 8.4 68.5 71.2 84.7 87.7 15.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568)
106 135 99 232 232 399 405
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 391,839
COMMITMENTS
45,769 22,022 32,809 235,571 269,119 314,149 323,950 77,689 67,888
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 13,113)
7,084 591 3,420 1,549 11,207 12,052 15,218 1,061 -2,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 5.6 8.4 60.1 68.7 80.2 82.7 19.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
25 30 38 73 76 122 120
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,852,231
COMMITMENTS
286,220 420,299 100,390 2119657 2080960 2506267 2601649 345,964 250,582
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 90,795)
56,774 33,475 8,564 -4,395 48,248 60,943 90,287 29,853 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 14.7 3.5 74.3 73.0 87.9 91.2 12.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 499)
93 115 76 202 202 338 350
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 108,925
COMMITMENTS
19,957 6,925 109 78,097 98,135 98,163 105,169 10,762 3,756
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 111)
3,001 -1,535 -406 -3,372 1,678 -777 -263 887 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 6.4 0.1 71.7 90.1 90.1 96.6 9.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 3 2 46 36 62 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 112,819
COMMITMENTS
36,106 10,477 8,580 56,533 87,307 101,219 106,364 11,600 6,454
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 28,992)
5,493 -4,936 6,729 12,366 23,596 24,588 25,389 4,405 3,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 9.3 7.6 50.1 77.4 89.7 94.3 10.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
75 39 17 75 87 160 133
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,481
COMMITMENTS
7,246 0 0 9,060 15,846 16,306 15,846 3,175 3,635
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 0.0 0.0 46.5 81.3 83.7 81.3 16.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 6 15 8 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 466,689
COMMITMENTS
180,223 88,310 6,975 237,364 357,306 424,563 452,591 42,126 14,097
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 47,557)
27,156 11,244 -2,278 16,531 38,751 41,408 47,716 6,149 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 18.9 1.5 50.9 76.6 91.0 97.0 9.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
74 40 15 71 81 154 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,176
COMMITMENTS
80,914 12,178 7,145 31,990 118,201 120,049 137,524 35,127 17,651
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 4,091)
388 550 688 685 2,828 1,761 4,066 2,329 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 7.8 4.6 20.6 76.2 77.4 88.6 22.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 19 15 19 24 61 49
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,389
COMMITMENTS
6,188 4,089 4 16,524 6,653 22,716 10,746 9,673 21,643
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 971)
-1,063 -442 4 1,002 -1,141 -57 -1,579 1,028 2,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 12.6 0.0 51.0 20.5 70.1 33.2 29.9 66.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 8 1 20 11 30 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,795
COMMITMENTS
5,746 8,731 368 24,239 20,697 30,353 29,796 10,442 10,999
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 5,264)
2,082 5,150 -116 3,187 2,766 5,153 7,800 111 -2,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 21.4 0.9 59.4 50.7 74.4 73.0 25.6 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 7 1 19 18 30 26
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,517
COMMITMENTS
3,915 1,562 300 22,898 26,291 27,113 28,153 3,404 2,364
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: -2,182)
-643 258 0 -1,974 -2,255 -2,617 -1,997 435 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.1 1.0 75.0 86.2 88.8 92.3 11.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 4 1 16 24 22 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 30,527
COMMITMENTS
7,853 1,281 0 16,182 27,191 24,035 28,472 6,492 2,055
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 1,246)
479 -253 -129 864 1,606 1,214 1,224 32 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 4.2 0.0 53.0 89.1 78.7 93.3 21.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 1 0 17 14 29 15
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,999
COMMITMENTS
3,445 6,008 71 9,473 7,281 12,989 13,360 1,010 639
CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST: 709)
773 261 71 117 467 961 799 -252 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 42.9 0.5 67.7 52.0 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 5 1 5 3 17 8
Updated October 8, 2010